+31.0%
PL vs CG
-23.0%
+54.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -1.4% |
| 7D | +10.0% | +0.2% | +9.9% | +10.2% |
| 30D | -2.3% | +11.2% | -13.4% | -9.4% |
| 3M | -44.2% | -22.1% | -22.1% | -34.2% |
| 6M | -66.1% | -17.9% | -48.2% | -61.9% |
| YTD | -30.0% | -31.3% | +1.3% | -12.3% |
| 1Y | +21.0% | -24.0% | +45.0% | +40.6% |
| 3Y | +516.5% | +45.0% | +471.5% | +351.7% |
| All | +31.0% | -23.0% | +54.0% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling